+46.8%
HST vs NXT
+178.8%
-132.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | -12.3% | -15.3% | +3.1% | -11.1% |
| 3M | -6.4% | -43.8% | +37.4% | -2.0% |
| 6M | +15.0% | -18.7% | +33.7% | +15.3% |
| YTD | +30.5% | -3.0% | +33.5% | +28.2% |
| 1Y | +35.7% | +22.7% | +12.9% | +29.2% |
| 3Y | +68.4% | +95.9% | -27.5% | +47.0% |
| All | +46.8% | +178.8% | -132.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling